A leading global hedge fund is seeking an early-career Quantitative Researcher for their team focused on index prediction and trading strategies. This role offers excellent opportunities for career growth under the guidance of a well-established PM. Ideal candidates will have 1-3 years of experience in developing delta-1 strategies and possess strong coding skills in Python, R, or similar languages. The successful candidate will be responsible for developing systematic strategies and contributing to risk and factor modeling. #J-18808-Ljbffr
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Selby Jennings Recruiting Team